# Tag Info

Accepted

• 113k
Accepted

### Largest jumps of a spectrally positive $\alpha$-stable process

Denote by $N$ the jump measure of the Lévy process, i.e. $$N_t(B) := N([0,t] \times B) := \sharp \{s \in [0,t]; \Delta X_s := X_s-X_{s-} \in B\},$$ and by $\nu$ its Lévy measure. It is widely known ...
• 113k
Accepted

• 113k

### Why is a continuous Lévy process twice integrable?

Let me try to indicate an answer to what I think is your real question ("Is there a direct way to show that a continuous Lévy process is square integrable?") A detailed discussion of this and much ...
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